PET - Plain English Taxonomy

Attribute:	CS26037
Concept:	Assets Exposures Securitised Outstanding Securities Amount
Label:	Outstanding securities
Concept Guidance:	This is the outstanding value of securities issued by the securitisation that are backed by the assets and exposures that the reporting entity has sold, or otherwise originated, into securitisation programs (collectively transferred assets).
Form-Specifc Guidance:	Do not report any self-securitisation structures or other securitisation arrangements with overseas central banks.

Dimensions

Dimension	Member	Description
SecuritisationPrudentialTreatmentTypesDimension	(SyntheticSecuritisation)	This dimension categorises the reported data according to the securitisation prudential treatment types. The information reported is in relation to a securitisation structure whereby the credit risk, or part of the credit risk, of a pool is transferred to a third party which need not be a special purpose vehicle (SPV). The transfer of credit risk can be undertaken through the use of funded (e.g. credit linked notes) or unfunded (e.g. credit default swaps) credit derivatives or guarantees. Synthetic securitisation has the meaning given in Prudential Standard APS 120 Securitisation.

Dimension

Member

Description

SecuritisationPrudentialTreatmentTypesDimension

(SyntheticSecuritisation)

This dimension categorises the reported data according to the securitisation prudential treatment types.
The information reported is in relation to a securitisation structure whereby the credit risk, or part of the credit risk, of a pool is transferred to a third party which need not be a special purpose vehicle (SPV). The transfer of credit risk can be undertaken through the use of funded (e.g. credit linked notes) or unfunded (e.g. credit default swaps) credit derivatives or guarantees. Synthetic securitisation has the meaning given in Prudential Standard APS 120 Securitisation.